-6.5%
IR vs CG
-26.2%
+19.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.7% |
| 7D | +0.6% | -1.3% | +1.9% | +1.1% |
| 30D | -13.6% | -3.2% | -10.5% | -12.6% |
| 3M | +3.7% | +6.2% | -2.5% | +0.9% |
| 6M | -13.1% | -4.7% | -8.4% | -12.3% |
| YTD | -5.1% | -20.6% | +15.5% | +2.4% |
| 1Y | -6.5% | -26.4% | +19.9% | +2.8% |
| All | -6.5% | -26.2% | +19.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling